Last Update: 23 Oct 2018 8:15 GMT+0
The Canada 10Y Government Bond has a 2.485% yield.
10 Years vs 2 Years bond spread is 19 bp. Yield Curve is flat
Central Bank Rate is 1.50%.
The Canada rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 33.70 and implied probability of default is 0.56%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 33.70 | 0.00 % | +2.12 % | +19.93 % | 0.56 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 1.545% | +25.5 bp | +38.0 bp | ||||||
| 2 months | 1.650% | +20.0 bp | +50.0 bp | ||||||
| 3 months | 1.660% | +10.0 bp | +47.0 bp | ||||||
| 6 months | 1.870% | +13.0 bp | +53.0 bp | ||||||
| 1 year | 2.100% | +8.0 bp | +45.5 bp | 97.94 | -0.08 % | -0.45 % | |||
| 2 years | 2.295% | +11.3 bp | +37.6 bp | 95.56 | -0.22 % | -0.74 % | |||
| 3 years | 2.315% | +8.9 bp | +29.3 bp | 93.36 | -0.27 % | -0.86 % | |||
| 4 years | 2.372% | +7.8 bp | +24.8 bp | 91.05 | -0.31 % | -0.97 % | |||
| 5 years | 2.397% | +6.9 bp | +22.4 bp | 88.83 | -0.34 % | -1.09 % | |||
| 7 years | 2.422% | +3.4 bp | +16.2 bp | 84.58 | -0.22 % | -1.10 % | |||
| 10 years | 2.485% | +5.5 bp | +13.0 bp | 78.23 | -0.55 % | -1.26 % | |||
| 20 years | 2.514% | +5.3 bp | +8.0 bp | 60.86 | -1.02 % | -1.55 % | |||
| 30 years | 2.519% | +7.9 bp | +7.7 bp | 47.41 | -2.29 % | -2.23 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 2.485% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 233.6 bp | +3.5 | +4.2 | ||
| Germany 10Y | 205.4 bp | +8.5 | +33.4 | ||
| France 10Y | 168.3 bp | +3.2 | +17.1 | ||
| United Kingdom 10Y | 98.7 bp | +11.4 | +16.9 | ||
| Spain 10Y | 79.6 bp | -12.1 | -25.0 | ||
| Australia 10Y | -19.4 bp | +7.5 | +32.1 | ||
| United States 10Y | -67.1 bp | -3.4 | -4.9 | ||
| Italy 10Y | -96.9 bp | -56.0 | -153.2 | ||
| China 10Y | -111.9 bp | +16.4 | +12.9 | ||
| India 10Y | -541.6 bp | +23.0 | -3.1 | ||
| Russia 10Y | -606.5 bp | +19.5 | -108.0 | ||
| Brazil 10Y | -772.5 bp | +154.5 | -38.5 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 2.519% | 47.41 | 68.29 | 110.04 | 151.80 | 193.55 | 235.31 | |
| 20 years | 2.514% | 60.86 | 76.43 | 107.57 | 138.70 | 169.84 | 200.98 | |
| 10 years | 2.485% | 78.23 | 86.99 | 104.51 | 122.03 | 139.55 | 157.06 | |
| 7 years | 2.422% | 84.58 | 90.94 | 103.68 | 116.42 | 129.15 | 141.89 | |
| 5 years | 2.397% | 88.83 | 93.49 | 102.81 | 112.13 | 121.45 | 130.77 | |
| 4 years | 2.372% | 91.05 | 94.82 | 102.37 | 109.92 | 117.46 | 125.01 | |
| 3 years | 2.315% | 93.36 | 96.23 | 101.96 | 107.70 | 113.43 | 119.16 | |
| 2 years | 2.295% | 95.56 | 97.50 | 101.36 | 105.23 | 109.10 | 112.96 | |
| 1 year | 2.100% | 97.94 | 98.92 | 100.88 | 102.84 | 104.80 | 106.76 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||